Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options
Kam C. Chan; Louis T. W. Cheng; Peter P. Lung
| Year of publication: |
2003
|
|---|---|
| Authors: | Chan, Kam C. ; Cheng, Louis T. W. ; Lung, Peter P. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 11.2003, 4, p. 527-553
|
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Hongkong | Hong Kong |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | HSI = Hang Seng Index |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001802286